Q4986369 (Q4986369): Difference between revisions

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+MaRDI publication profile
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+Covariance regularization by thresholding
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+On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
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+A Constrained<i>ℓ</i><sub>1</sub>Minimization Approach to Sparse Precision Matrix Estimation
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+Q4217298
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+Comment
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+An overview of the estimation of large covariance and precision matrices
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+Determining the Dimension in Sliced Inverse Regression and Related Methods
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+An asymptotic theory for sliced inverse regression
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+Variable selection for general index models via sliced inverse regression
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+Concentration inequalities and moment bounds for sample covariance operators
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+On Directional Regression for Dimension Reduction
@@ Property / cites work: On Directional Regression for Dimension Reduction / rank @@
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+Sliced Inverse Regression for Dimension Reduction
@@ Property / cites work: Sliced Inverse Regression for Dimension Reduction / rank @@
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+Sparse Sliced Inverse Regression Via Lasso
@@ Property / cites work: Sparse Sliced Inverse Regression Via Lasso / rank @@
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+On consistency and sparsity for sliced inverse regression in high dimensions
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+Combining eigenvalues and variation of eigenvectors for order determination
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+High-dimensional graphs and variable selection with the Lasso
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+Brownian distance covariance
@@ Property / cites work: Brownian distance covariance / rank @@
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+Measuring and testing dependence by correlation of distances
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+A useful variant of the Davis–Kahan theorem for statisticians
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+Sparse precision matrix estimation via lasso penalized D-trace loss
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+Correlation Pursuit: Forward Stepwise Variable Selection for Index Models
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+Model-Free Feature Screening for Ultrahigh-Dimensional Data
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+Dimension Reduction in Regressions Through Cumulative Slicing Estimation
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+On Sliced Inverse Regression With High-Dimensional Covariates
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+Q4844388
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